In [1]}, the meaning of a solution to an ISDE is a weak solution;
the uniqueness of such a weak solution and its Dirichlet form were left open in [1]}, [3]}.
A weak solution \( (\mathbf {X},\mathbf {B})\)  can be loosely described as a pair consisting
of the stochastic process \( \mathbf {X}\)  and the Brownian motion \( \mathbf {B} \)  satisfying
the ISDE.
A strong solution is a weak solution \( (\mathbf {X},\mathbf {B})\) 
such that \( \mathbf {X}\)  is a function of the Brownian motion \( \mathbf {B} \) 
and the initial starting point \( \mathbf {x}\) .
(See [4]}, [5]} for the concept of strong and weak solutions of SDEs.)
